Thanks guys I will have a look at this, I literally bought it this morning, up in the West Midlands then drove it back to London and noticed the noise, it only kicks in really over 70mph but is still annoying. I pushed the window and it doesn't seem to be sitting snug in the door, there seems to be a bit of play in there. The window itself is stuck closed, so wont go down.
Another question, a dumb one, but still - where is the cigarette lighter socket so I can plug in my sat nav etc. Found an ash tray in the central column but nothing else...